Because the legislature uses single member districts with essentially either majority, plurality, or some form of two-round runoff elections, and the executive

Because the legislature uses single member districts with essentially either majority, plurality, or some form of two-round runoff elections, and the executive uses indirect elections where the electors are (for the largest part) elected as statewide at-large slates by winner-take-all plurality. This makes, outside of very unusual circumstances, voting for other than one of the two leading parties ineffective in the normal case, and where it has any effect most likely it will shift the result from the least-unacceptable of the major parties to the most. Many European countries use varieties of proportional representation (most commonly either party list proportional or mixed member proportional), and have a parliamentary system (so that there is not a separately-elected executive administration -- there may be an elected President but they tend to be a head of state and not head of government -- whereas in the US the executive election is even more heavily tilted to support two-party dominance than the legislative system, though the legislative election system is still the more important piece of the problem.)